| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-09-12 | 0.00 | 0.00 | 58.98 | 100.00 | 158.98 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S12S5 | Valor Tecnico | 138.93 | Semana TIR | -3.06% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -31.18% |
| Tipo | Soberano | Paridad | 103.72% | Semestre TIR | -13.23% |
| País | Argentina | TIR | 33.63% | 1ero Enero TIR | 1.65% |
| Mercado | BYMA | Macaulay Dur. | 0.34 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.25 | Semana Precio | 1.10% |
| Fecha/Hora | 2025-05-09 17:00:04 | Effective Dur. | 0.09 | Mes Precio | 7.23% |
| Volumen | 9140458283 | Convexidad | 0.25 | Semestre Precio | 19.53% |
| Precio | 144.10 | Int. Corrido | 38.93 | 1ero Enero Precio | 10.72% |
| Variación | 0.24% | Cupon | 158.98 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 158.51 | 10.00% | 0.87 | -97.41% |
| 157.07 | 9.00% | 3.63 | -89.22% |
| 155.63 | 8.00% | 6.48 | -80.72% |
| 154.19 | 7.00% | 9.45 | -71.91% |
| 152.75 | 6.00% | 12.52 | -62.76% |
| 151.31 | 5.00% | 15.71 | -53.27% |
| 149.86 | 4.00% | 19.03 | -43.42% |
| 148.42 | 3.00% | 22.47 | -33.18% |
| 146.98 | 2.00% | 26.05 | -22.55% |
| 145.54 | 1.00% | 29.77 | -11.49% |
| 144.10 | 0.00% | 33.63 | 0.00% |
| 142.66 | -1.00% | 37.65 | 11.97% |
| 141.22 | -2.00% | 41.84 | 24.42% |
| 139.78 | -3.00% | 46.20 | 37.37% |
| 138.34 | -4.00% | 50.74 | 50.87% |
| 136.89 | -5.00% | 55.47 | 64.94% |
| 135.45 | -6.00% | 60.40 | 79.60% |
| 134.01 | -7.00% | 65.54 | 94.90% |
| 132.57 | -8.00% | 70.91 | 110.85% |
| 131.13 | -9.00% | 76.51 | 127.51% |
| 129.69 | -10.00% | 82.36 | 144.91% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.66 | 9.00% | 143.01 | -0.76% |
| 36.32 | 8.00% | 143.13 | -0.67% |
| 35.98 | 7.00% | 143.25 | -0.59% |
| 35.65 | 6.00% | 143.37 | -0.51% |
| 35.31 | 5.00% | 143.49 | -0.42% |
| 34.98 | 4.00% | 143.61 | -0.34% |
| 34.64 | 3.00% | 143.73 | -0.25% |
| 34.30 | 2.00% | 143.86 | -0.17% |
| 33.97 | 1.00% | 143.98 | -0.08% |
| 33.63 | 0.00% | 144.10 | 0.00% |
| 33.29 | -1.00% | 144.22 | 0.09% |
| 32.96 | -2.00% | 144.35 | 0.17% |
| 32.62 | -3.00% | 144.47 | 0.26% |
| 32.28 | -4.00% | 144.60 | 0.34% |
| 31.95 | -5.00% | 144.72 | 0.43% |
| 31.61 | -6.00% | 144.85 | 0.52% |
| 31.28 | -7.00% | 144.97 | 0.60% |
| 30.94 | -8.00% | 145.10 | 0.69% |
| 30.60 | -9.00% | 145.22 | 0.78% |
| Desarrollo TIR 33.63% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-12 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395)^((359/360) x 12) - 1) x 100.00]/[(1+33.63)^(122/360)] | 53.46 | i |
| 2025-09-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.63)^(122/360)] | 90.64 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.0395/100)^((359/360) x 12)-1] x (237/359) | 38.93 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-09-12 | (Dias para cupon / Dias Año) | (122 / 360) | 0.34 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.63)^(122/360)]+[((1+0.0395)^((359/360) x 12) - 1) x 100.00]/[(1+33.63)^(122/360)] | 144.10 | 1.00 | 0.34 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.34 | 0.34 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.34)/(1 + 33.63/100) | 0.25 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (143.98 - 144.22 )/( 2 x 144.1 x 0.01) | 0.09 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-09-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (122 / 360) ^ 2 + (122 / 360) | 0.45 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.63)^(122/360)]+[((1+0.0395)^((359/360) x 12) - 1) x 100.00]/[(1+33.63)^(122/360)] | 144.10 | 65.38 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [144.1 x ((1 + 33.632) ^ 2)]] x 65.38] | 0.25 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-09-12 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM: 3.95% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, la que será determinada en la licitación | ||
| ISIN | AR0574478217 |